Tour v536
NVAX
NOVAVAX INC
$10.84 +10.84%
(11/5 18:05) ◀
|
Friday, November 6, 2026 (3:15pm)
January 2026
|
▶ (11/6 18:06)
◀ 11/6 15:15 ▶

Option Volume

Detail
ℹ
Current (11/06) 13,156
Calls: 9,399 (71%)
Puts: 3,757 (29%)
Prior (11/05) 7,822
Calls: 6,830 (87%)
Puts: 992 (13%)
Current vs Prior +68.19%
Calls: +37.61% (Calls)
Puts: +278.73% (Puts)
Prior 7-Day Total 60,548
Calls: 48,398 (80%)
Puts: 12,150 (20%)
Prior 7-Day Average 8,649
Calls: 6,914 (80%)
Puts: 1,735 (20%)
Current vs Prior 7-Day Avg +52.10%
Calls: +35.94%
Puts: +116.45%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $1.44M
Calls: $1.07M (74%)
Puts: $369.5K (26%)
Prior (11/05) $398.5K
Calls: $337.2K (85%)
Puts: $61.4K (15%)
Current vs Prior +261.09%
Calls: +217.24%
Puts: +501.92%
Prior 7-Day Total $4.03M
Calls: $3.48M (86%)
Puts: $552.2K (14%)
Prior 7-Day Average $576.3K
Calls: $497.4K (86%)
Puts: $78.9K (14%)
Current vs Prior 7-Day Avg +149.73%
Calls: +115.04%
Puts: +368.47%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.40
Prior (11/05) 0.15
Current vs Prior +175.21%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg +16.96%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 268,179
Calls: 170,835 (64%)
Puts: 97,344 (36%)
Prior (11/05) 265,042
Calls: 167,779 (63%)
Puts: 97,263 (37%)
Current vs Prior +1.18%
Prior 7-Day Total 1,574,212
Calls: 1,064,241 (68%)
Puts: 509,971 (32%)
Prior 7-Day Average 224,887
Calls: 152,034 (68%)
Puts: 72,853 (32%)
Current vs Prior 7-Day Avg +19.25%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 14.21% | 12.36%15.68% | 21.77%
Prior 7.26% | 12.27%15.34% | 23.42%
Current vs Prior +95.69% | +0.75%+2.25% | -7.02%
Prior 7-Day Avg 11.29% | 15.84%19.65% | 24.42%
Current vs 7-Day Avg +25.81% | -21.94%-20.18% | -10.85%
Prior 7-Day Eod 7.26% | 12.27%15.34% | 23.42%
Current vs 7-Day Eod +95.69% | +0.75%+2.25% | -7.02%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 130.88% | 47.55%
Calls: 91.67% | 49.33%
Puts: 170.08% | 45.76%
Prior 55.92% | 63.23%
Calls: 44.19% | 50.00%
Puts: 67.65% | 76.47%
Current vs Prior +134.05% | -24.80%
Prior 7-Day Avg 36.40% | 58.33%
Calls: 26.60% | 31.92%
Puts: 46.20% | 84.73%
Current vs 7-Day Avg +259.59% | -18.48%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($1.07M). Massive premium surge with dollar volume up 261% vs prior. Dollar volume significantly above 7-day average (150% higher). Above-average activity with volume up 68% vs prior.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 8.1%, best 8.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 200.350.38$0.378.1%710.29284

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.61, cheapest $0.37)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 200.600.70$0.6515.4%1200.491.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 200.350.38$0.378.1%710.29284
$11.00Nov 200.750.89$0.8217.1%110.51255

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 61.592.08$1.8426.6%61.007
$9.50Nov 61.111.60$1.3636.0%531.00348
$10.00Nov 60.621.06$0.8452.4%3811.00617
$10.50Nov 60.230.45$0.3464.7%5351.001.4K
$9.00Nov 130.832.12$1.4887.2%--0.91113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Nov 61.972.95$2.4639.8%10.88--
$11.00Nov 60.122.28$1.20180.0%10.8734
$13.00Nov 201.632.75$2.1951.1%--0.82111
$12.00Nov 131.053.05$2.0597.6%--0.7873
$12.50Nov 201.804.00$2.9075.9%--0.77102

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 8.9K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Dec 181.421.60$1.5111.9%1.3K0.67436
$11.00Nov 60.020.05$0.0475.0%9300.172.9K
$11.50Nov 60.000.03$0.02150.0%8010.05890
$13.00Nov 200.140.19$0.1729.4%6100.171.2K
$10.00Nov 201.091.34$1.2220.5%5630.711.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Dec 181.091.40$1.2524.8%5510.4733
$12.00Nov 201.382.03$1.7038.2%5500.70672
$9.00Dec 180.130.46$0.30110.0%1220.19168
$9.00Nov 130.030.12$0.08112.5%990.0938
$10.00Nov 200.350.38$0.378.1%710.29284

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 211.4%, max 624.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18589.1%81.4%624.1%9794.1K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Nov 13Dec 1888.7%81.0%9.5%--99
$11.50Nov 20Dec 484.1%83.5%0.7%141

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 0.59, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$9.50Nov 13$0.10$0.40$0.1091%4.00$9.10
$10.00$11.00Dec 18$0.40$0.60$0.4067%1.50$10.40
$10.00$11.00Dec 11$0.45$0.55$0.4566%1.22$10.45
$9.50$10.00Nov 20$0.27$0.23$0.2778%0.85$9.77
$10.00$10.50Nov 13$0.26$0.24$0.2679%0.92$10.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$11.00Nov 6$1.26$0.74$1.2688%0.59$11.74
$12.00$11.50Nov 20$0.20$0.30$0.2070%1.50$11.80
$11.00$10.50Dec 4$0.17$0.33$0.1749%1.94$10.83
$10.00$9.50Dec 11$0.11$0.39$0.1134%3.55$9.89
$10.50$10.00Dec 4$0.14$0.36$0.1440%2.57$10.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.64, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Nov 13$0.19$0.19$0.3152%0.61$11.19
$11.00$11.50Nov 20$0.21$0.21$0.2951%0.72$11.21
$12.00$13.00Dec 18$0.31$0.31$0.6960%0.45$12.31
$12.00$12.50Nov 20$0.11$0.11$0.3970%0.28$12.11
$11.00$12.00Dec 11$0.38$0.38$0.6249%0.61$11.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Dec 18$0.39$0.39$0.6167%0.64$9.61
$10.50$10.00Nov 27$0.32$0.32$0.1860%1.78$10.18
$10.50$10.00Nov 20$0.26$0.26$0.2460%1.08$10.24
$10.50$10.00Nov 13$0.20$0.20$0.3063%0.67$10.30
$9.50$9.00Nov 20$0.11$0.11$0.3979%0.28$9.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.47, cheapest $0.47)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Nov 20Dec 4$0.4784.1%83.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 4.43% of stock, avg 14.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Nov 6$0.34$0.14$0.48$10.02$10.984.43%
$11.00Nov 13$0.45$0.59$1.04$9.96$12.049.59%
$10.50Nov 13$0.75$0.36$1.11$9.39$11.6110.24%
$10.00Nov 13$1.01$0.16$1.17$8.83$11.1710.79%
$11.00Nov 6$0.04$1.20$1.24$9.76$12.2411.44%
$10.50Dec 4$0.66$0.78$1.44$9.06$11.9413.28%
$11.00Nov 20$0.65$0.82$1.47$9.53$12.4713.56%
$10.50Nov 20$0.88$0.63$1.51$8.99$12.0113.93%
$10.00Nov 27$1.17$0.35$1.52$8.48$11.5214.02%
$10.00Nov 20$1.22$0.37$1.59$8.41$11.5914.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 68 found (cheapest 1.20% of stock, avg 7.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.00$9.00Nov 13$0.05$0.08$0.13$8.87$13.13
$12.50$9.00Nov 13$0.09$0.08$0.17$8.83$12.67
$13.00$9.50Nov 13$0.05$0.14$0.19$9.31$13.19
$12.50$9.50Nov 13$0.09$0.14$0.23$9.27$12.73
$13.00$10.00Nov 13$0.05$0.16$0.21$9.79$13.21
$12.50$10.00Nov 13$0.09$0.16$0.25$9.75$12.75
$12.00$9.00Nov 13$0.17$0.08$0.25$8.75$12.25
$12.00$9.50Nov 13$0.17$0.14$0.31$9.19$12.31
$12.00$10.00Nov 13$0.17$0.16$0.33$9.67$12.33
$13.00$9.00Nov 20$0.17$0.16$0.33$8.67$13.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.79, avg credit $0.22)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
9/1012/12Nov 20$0.22$0.2848%0.79$9.28$12.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 1.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Nov 6$0.20$0.3083%1.50
$10.50$11.00$11.50Nov 6$0.28$0.2295%0.79
$10.00$11.00$12.00Dec 11$0.07$0.9329%13.29
$11.00$12.00$13.00Dec 18$0.06$0.9425%15.67
$10.50$11.00$11.50Nov 13$0.11$0.3930%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$10.00$11.00Dec 18$0.17$0.8328%4.88
$9.50$10.00$10.50Nov 20$0.16$0.3418%2.12
$9.50$10.00$10.50Nov 13$0.18$0.3221%1.78
$9.50$10.00$10.50Nov 27$0.30$0.2017%0.67
$10.00$11.00$12.00Dec 18$0.50$0.5026%1.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.19, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$10.001:2Nov 6-$0.32$0.18
$11.50$12.501:2Dec 4-$0.15$0.85
$12.00$13.001:2Dec 18-$0.12$0.88
$11.00$12.001:2Dec 11-$0.24$0.76
$10.50$11.001:2Nov 13-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Dec 18-$0.19$0.81
$11.00$10.001:2Dec 18-$0.13$0.87
$11.50$11.001:2Nov 20-$0.14$0.36
$11.00$10.501:2Nov 13-$0.13$0.37
$10.50$10.001:2Nov 20-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 8.76%, avg 3.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 18$0.950.531.5%8.76%10.24%491.2K
$12.00Dec 18$0.560.4010.7%5.17%15.87%71102
$13.00Dec 18$0.370.2819.9%3.41%23.34%30219
$12.50Dec 4$0.330.3115.3%3.04%18.36%401
$11.00Dec 11$0.720.511.5%6.64%8.12%41
$12.00Dec 11$0.350.3710.7%3.23%13.93%--20
$11.50Dec 4$0.430.446.1%3.97%10.06%27
$11.00Nov 20$0.600.491.5%5.54%7.01%1201.7K
$12.00Nov 27$0.250.3210.7%2.31%13.01%556
$11.50Nov 20$0.360.396.1%3.32%9.41%1196

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 9,399
Total Puts 3,757
Put/Call Ratio 0.40
Net Difference 5,642

Prior's Put/Call Breakdown

Total Calls 6,830
Total Puts 992
Put/Call Ratio 0.15
Net Difference 5,838

Prior 7-Day Put/Call Summary

Total Calls 48,398
Total Puts 12,150
Average Put/Call Ratio 0.34
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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